Fidelity U.S. Bond Index Fund

Fund Profile

Fund profile

Tickers

FXNAX

Fund manager

Fidelity SAI Municipal Income

Total assets

$63.85 bn

Liabilities

$2.84 bn

Net assets

$61.02 bn

Number of holdings

9.51 k

Top 200 of 9513 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 3.5% 09/30/2026	1.09 bn	1.10 bn principal	1.78	Debt	Long	USA
UST NOTES 4.375% 07/31/2026	762.35 mm	760.75 mm principal	1.25	Debt	Long	USA
UST NOTES 1.5% 02/15/2030	636.21 mm	723.99 mm principal	1.04	Debt	Long	USA
Fidelity Cash Central Fund	626.53 mm	626.40 mm shares	1.03	Short-term investment vehicle	Long	USA
UST NOTES 2.75% 08/15/2032	588.24 mm	648.09 mm principal	0.96	Debt	Long	USA
UST NOTES 2.625% 07/31/2029	565.59 mm	603.10 mm principal	0.93	Debt	Long	USA
UST NOTES 4.5% 11/15/2033	537.29 mm	525.25 mm principal	0.88	Debt	Long	USA
Fidelity Securities Lending Cash Central Fund	519.22 mm	519.17 mm shares	0.85	Short-term investment vehicle	Long	USA
FHLG 30YR 2% 01/01/2051#SD8121	482.86 mm	597.77 mm principal	0.79	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 08/15/2033	434.35 mm	444.40 mm principal	0.71	Debt	Long	USA
UST NOTES 4.875% 05/31/2026	413.12 mm	409.60 mm principal	0.68	Debt	Long	USA
UST NOTES 3.5% 01/31/2028	406.48 mm	414.10 mm principal	0.67	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	397.39 mm	406.86 mm principal	0.65	Debt	Long	USA
UST NOTES 4.125% 10/31/2027	396.35 mm	396.20 mm principal	0.65	Debt	Long	USA
UST NOTES 4.125% 10/31/2026	393.05 mm	393.60 mm principal	0.64	Debt	Long	USA
UST NOTES 3.375% 09/15/2027	371.41 mm	378.75 mm principal	0.61	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	367.60 mm	377.24 mm principal	0.60	Debt	Long	USA
UST NOTES 1.5% 01/31/2027	359.55 mm	380.45 mm principal	0.59	Debt	Long	USA
UST NOTES 4.875% 04/30/2026	357.44 mm	354.60 mm principal	0.59	Debt	Long	USA
UST NOTES 2.25% 08/15/2027	321.08 mm	337.06 mm principal	0.53	Debt	Long	USA
UST NOTES 4.125% 07/31/2031	319.75 mm	319.95 mm principal	0.52	Debt	Long	USA
UST NOTES 0.5% 10/31/2027	319.65 mm	354.57 mm principal	0.52	Debt	Long	USA
UST NOTES 2.75% 07/31/2027	312.31 mm	323.60 mm principal	0.51	Debt	Long	USA
UST NOTES 3.5% 09/30/2029	309.77 mm	317.99 mm principal	0.51	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	306.81 mm	304.85 mm principal	0.50	Debt	Long	USA
UST NOTES 3.5% 04/30/2028	306.67 mm	312.80 mm principal	0.50	Debt	Long	USA
UST NOTES 1.25% 06/30/2028	298.69 mm	329.98 mm principal	0.49	Debt	Long	USA
FNMA 30YR 2% 05/01/2051#MA4325	291.99 mm	362.32 mm principal	0.48	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2052	289.13 mm	310.10 mm principal	0.47	Debt	Long	USA
UST NOTES 3.75% 08/31/2026	285.03 mm	287.35 mm principal	0.47	Debt	Long	USA
UST NOTES 0.75% 08/31/2026	283.82 mm	301.29 mm principal	0.47	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	283.81 mm	290.20 mm principal	0.47	Debt	Long	USA
UST NOTES 4.125% 09/30/2027	282.43 mm	282.40 mm principal	0.46	Debt	Long	USA
UST NOTES 0.5% 02/28/2026	273.45 mm	286.55 mm principal	0.45	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 08/15/2052	272.83 mm	353.80 mm principal	0.45	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	267.71 mm	281.25 mm principal	0.44	Debt	Long	USA
FNMA 30YR 2% 02/01/2051#MA4255	263.88 mm	326.68 mm principal	0.43	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 08/31/2030	258.79 mm	258.80 mm principal	0.42	Debt	Long	USA
GNII II 6% 12/01/2054 #TBA	251.53 mm	248.93 mm principal	0.41	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 11/30/2028	249.94 mm	247.60 mm principal	0.41	Debt	Long	USA
UST NOTES 0.625% 05/15/2030	244.01 mm	293.61 mm principal	0.40	Debt	Long	USA
UST NOTES 4.375% 11/30/2030	243.65 mm	240.50 mm principal	0.40	Debt	Long	USA
UST NOTES 4% 02/15/2034	238.50 mm	242.15 mm principal	0.39	Debt	Long	USA
UST NOTES 1.125% 02/29/2028	238.33 mm	262.03 mm principal	0.39	Debt	Long	USA
UNITED STATES TREASURY BOND 3.375% 08/15/2042	237.54 mm	273.70 mm principal	0.39	Debt	Long	USA
UST NOTES 2.75% 04/30/2027	235.30 mm	243.00 mm principal	0.39	Debt	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2042	232.43 mm	245.80 mm principal	0.38	Debt	Long	USA
UST NOTES 3.875% 12/31/2027	232.37 mm	234.00 mm principal	0.38	Debt	Long	USA
UST NOTES 0.375% 12/31/2025	232.21 mm	242.29 mm principal	0.38	Debt	Long	USA
UNITED STATES TREASURY BOND 3.25% 05/15/2042	231.97 mm	271.30 mm principal	0.38	Debt	Long	USA
UST NOTES 0.375% 07/31/2027	228.29 mm	251.93 mm principal	0.37	Debt	Long	USA
UST NOTES 3.375% 05/15/2033	209.00 mm	221.60 mm principal	0.34	Debt	Long	USA
UST NOTES 4.25% 02/28/2029	205.47 mm	204.40 mm principal	0.34	Debt	Long	USA
UST NOTES 4% 01/31/2029	201.20 mm	202.10 mm principal	0.33	Debt	Long	USA
UST NOTES 4.875% 10/31/2028	197.12 mm	191.95 mm principal	0.32	Debt	Long	USA
UST NOTES 3.625% 05/31/2028	196.70 mm	199.90 mm principal	0.32	Debt	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	196.41 mm	194.08 mm principal	0.32	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 10/15/2027	193.51 mm	194.80 mm principal	0.32	Debt	Long	USA
UST NOTES 4.625% 09/30/2028	185.10 mm	181.90 mm principal	0.30	Debt	Long	USA
UNITED STATES TREASURY BOND 4.375% 08/15/2043	183.80 mm	185.80 mm principal	0.30	Debt	Long	USA
UST NOTES 1.25% 08/15/2031	178.72 mm	214.72 mm principal	0.29	Debt	Long	USA
UST NOTES 3.75% 04/15/2026	176.16 mm	177.40 mm principal	0.29	Debt	Long	USA
UST NOTES 0.625% 07/31/2026	174.01 mm	184.63 mm principal	0.29	Debt	Long	USA
UST NOTES 3.75% 05/31/2030	172.46 mm	175.60 mm principal	0.28	Debt	Long	USA
GNII II 2% 04/51#MA7311	170.52 mm	207.33 mm principal	0.28	ABS-mortgage backed security	Long	USA
UST NOTES 4% 12/15/2025	170.39 mm	171.00 mm principal	0.28	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	168.22 mm	272.80 mm principal	0.28	Debt	Long	USA
UST NOTES 4.625% 05/31/2031	164.63 mm	160.20 mm principal	0.27	Debt	Long	USA
GNII II 2% 07/20/2051#MA7471	160.89 mm	195.47 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNII II 6.5% 12/01/2054 #TBA	158.81 mm	156.20 mm principal	0.26	ABS-mortgage backed security	Long	USA
UST NOTES 1.875% 02/28/2027	158.79 mm	166.93 mm principal	0.26	Debt	Long	USA
GNII II 6% 01/01/2055 #TBA	157.64 mm	156.13 mm principal	0.26	ABS-mortgage backed security	Long	USA
FHLG 20YR 2% 09/01/2041#	154.20 mm	181.76 mm principal	0.25	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 01/15/2026	151.08 mm	151.80 mm principal	0.25	Debt	Long	USA
UST NOTES 3.625% 03/31/2028	150.45 mm	152.80 mm principal	0.25	Debt	Long	USA
UST NOTES 3.625% 09/30/2031	148.86 mm	153.46 mm principal	0.24	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75% 11/15/2043	148.08 mm	142.75 mm principal	0.24	Debt	Long	USA
UNITED STATES TREASURY BOND 2.375% 05/15/2051	147.17 mm	217.87 mm principal	0.24	Debt	Long	USA
UST NOTES 0.875% 09/30/2026	146.54 mm	155.61 mm principal	0.24	Debt	Long	USA
UST NOTES 2.875% 08/15/2028	144.23 mm	150.64 mm principal	0.24	Debt	Long	USA
UST NOTES 4% 10/31/2029	138.19 mm	138.80 mm principal	0.23	Debt	Long	USA
UST NOTES 1.125% 02/28/2027	134.12 mm	143.36 mm principal	0.22	Debt	Long	USA
UST NOTES 2.875% 05/15/2028	134.05 mm	139.62 mm principal	0.22	Debt	Long	USA
UST NOTES 4.125% 03/31/2029	131.75 mm	131.70 mm principal	0.22	Debt	Long	USA
FHLG 30YR 2% 03/01/2051#SD8134	131.08 mm	162.66 mm principal	0.21	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25% 05/15/2041	129.21 mm	172.93 mm principal	0.21	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	127.91 mm	123.10 mm principal	0.21	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	127.76 mm	126.05 mm principal	0.21	Debt	Long	USA
UNITED STATES TREASURY BOND 1.75% 08/15/2041	126.84 mm	185.76 mm principal	0.21	Debt	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	126.00 mm	167.80 mm principal	0.21	Debt	Long	USA
UNITED STATES TREASURY BOND 3.375% 05/15/2044	125.78 mm	147.53 mm principal	0.21	Debt	Long	USA
UST NOTES 3.5% 01/31/2030	122.36 mm	125.90 mm principal	0.20	Debt	Long	USA
UST NOTES 1.125% 10/31/2026	118.52 mm	125.57 mm principal	0.19	Debt	Long	USA
UST NOTES 4% 01/31/2031	117.13 mm	117.95 mm principal	0.19	Debt	Long	USA
UST NOTES 3.625% 03/31/2030	116.56 mm	119.30 mm principal	0.19	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	113.91 mm	119.40 mm principal	0.19	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	112.37 mm	108.10 mm principal	0.18	Debt	Long	USA
UST NOTES 4% 02/29/2028	110.97 mm	111.40 mm principal	0.18	Debt	Long	USA
FNMA 30YR 2.5% 04/01/2051#CB0072	110.93 mm	131.70 mm principal	0.18	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 06/30/2026	110.62 mm	110.00 mm principal	0.18	Debt	Long	USA
UST NOTES 3.5% 02/15/2033	109.85 mm	115.20 mm principal	0.18	Debt	Long	USA
UNITED STATES TREASURY BOND 1.125% 05/15/2040	109.41 mm	172.26 mm principal	0.18	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 02/15/2051	105.75 mm	176.27 mm principal	0.17	Debt	Long	USA
UST NOTES 1.25% 12/31/2026	104.70 mm	111.10 mm principal	0.17	Debt	Long	USA
UST NOTES 1.75% 01/31/2029	100.93 mm	110.87 mm principal	0.17	Debt	Long	USA
UST NOTES 1.5% 08/15/2026	100.05 mm	104.70 mm principal	0.16	Debt	Long	USA
FNMA 30YR 2.5% 10/01/2050#MA4159	99.35 mm	117.76 mm principal	0.16	ABS-mortgage backed security	Long	USA
UST NOTES 0.75% 05/31/2026	97.24 mm	102.42 mm principal	0.16	Debt	Long	USA
UST NOTES 1.375% 12/31/2028	95.59 mm	106.43 mm principal	0.16	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 05/15/2045	95.51 mm	119.85 mm principal	0.16	Debt	Long	USA
GNII II 2.5% 07/20/2051#MA7472	95.15 mm	111.20 mm principal	0.16	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 05/15/2053	94.91 mm	108.80 mm principal	0.16	Debt	Long	USA
UST NOTES 4.5% 03/31/2026	93.99 mm	93.75 mm principal	0.15	Debt	Long	USA
FHLG 30YR 2.5% 02/01/2052#SD8194	93.47 mm	111.38 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 10/01/2050#	92.82 mm	110.03 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 01/01/2051#MA4237	89.51 mm	110.81 mm principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 12/31/2028	86.60 mm	87.80 mm principal	0.14	Debt	Long	USA
UST NOTES 4% 07/31/2029	85.04 mm	85.40 mm principal	0.14	Debt	Long	USA
UMBS 30YR 7% 12/01/2054 #TBA	85.02 mm	82.05 mm principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 12/31/2025	84.94 mm	85.05 mm principal	0.14	Debt	Long	USA
FHLG 30YR 2.5% 10/01/2051#SD8173	82.44 mm	97.98 mm principal	0.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.625% 11/15/2050	81.19 mm	144.33 mm principal	0.13	Debt	Long	USA
GNII II 2.5% 05/20/2051#MA7367	80.75 mm	94.33 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2051#BQ6788	80.16 mm	99.70 mm principal	0.13	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 05/31/2029	79.63 mm	78.35 mm principal	0.13	Debt	Long	USA
FNMA 30YR 2% 11/01/2051#MA4465	78.42 mm	97.58 mm principal	0.13	ABS-mortgage backed security	Long	USA
GNII II 2% 11/20/2051#MA7704	77.08 mm	93.68 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2054#MA5531	76.82 mm	76.91 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 10/01/2050#SD7526	76.76 mm	90.13 mm principal	0.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	76.56 mm	87.85 mm principal	0.13	Debt	Long	USA
FHLG 30YR 2.5% 07/01/2050#	76.41 mm	90.48 mm principal	0.13	ABS-mortgage backed security	Long	USA
GNII II 5.5% 12/01/2054 #TBA	76.15 mm	76.05 mm principal	0.12	ABS-mortgage backed security	Long	USA
FHLG 30YR 4.5% 09/01/2052#SD8245	75.50 mm	78.49 mm principal	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	73.19 mm	71.85 mm principal	0.12	Debt	Long	USA
UST NOTES 3.625% 08/31/2029	72.67 mm	74.15 mm principal	0.12	Debt	Long	USA
UST NOTES 3.875% 09/30/2029	72.47 mm	73.20 mm principal	0.12	Debt	Long	USA
UNITED STATES TREASURY BOND 2.25% 02/15/2052	71.86 mm	109.99 mm principal	0.12	Debt	Long	USA
FNMA 30YR 2.5% 05/01/2051#MA4326	71.42 mm	84.79 mm principal	0.12	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 05/01/2051#SD8147	71.24 mm	84.58 mm principal	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2043	71.22 mm	89.34 mm principal	0.12	Debt	Long	USA
UST NOTES 1.25% 05/31/2028	70.95 mm	78.20 mm principal	0.12	Debt	Long	USA
UST NOTES 2.5% 02/28/2026	70.79 mm	72.34 mm principal	0.12	Debt	Long	USA
UST NOTES 0.875% 06/30/2026	70.72 mm	74.54 mm principal	0.12	Debt	Long	USA
UST NOTES 3.75% 08/31/2031	70.71 mm	72.35 mm principal	0.12	Debt	Long	USA
UST NOTES 3.25% 06/30/2027	70.47 mm	72.00 mm principal	0.12	Debt	Long	USA
GNII II 2.5% 06/20/2051#MA7418	69.97 mm	81.77 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 10/01/2051#BT6823	68.79 mm	81.76 mm principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 4% 01/15/2027	67.21 mm	67.45 mm principal	0.11	Debt	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2320	67.05 mm	79.11 mm principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 06/15/2026	66.77 mm	66.90 mm principal	0.11	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	64.08 mm	107.57 mm principal	0.11	Debt	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	63.62 mm	79.35 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNII II 5.5% 08/20/2054#MA9851	63.08 mm	62.97 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 12/01/2050#	62.83 mm	77.78 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2321	62.60 mm	74.01 mm principal	0.10	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	61.08 mm	59.65 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 03/01/2050#BO9347	61.03 mm	68.93 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 12/01/2051#CB2350	60.66 mm	74.77 mm principal	0.10	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 10/31/2031	60.57 mm	60.60 mm principal	0.10	Debt	Long	USA
UST NOTES 4.625% 04/30/2031	60.52 mm	58.90 mm principal	0.10	Debt	Long	USA
FHLG 30YR 2.5% 08/01/2051#SD8161	60.16 mm	71.49 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 12/01/2051#RA6510	59.72 mm	73.50 mm principal	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.125% 08/15/2044	59.27 mm	72.48 mm principal	0.10	Debt	Long	USA
UNITED STATES TREASURY BOND 2.5% 02/15/2045	59.25 mm	80.94 mm principal	0.10	Debt	Long	USA
FHLG 30YR 2% 05/01/2051#SD8146	59.24 mm	73.51 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNII II 6.5% 01/01/2055 #TBA	58.74 mm	57.80 mm principal	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 08/15/2043	58.18 mm	65.33 mm principal	0.10	Debt	Long	USA
UST NOTES 1.125% 08/31/2028	57.61 mm	64.24 mm principal	0.09	Debt	Long	USA
UNITED STATES TREASURY BOND 4.5% 02/15/2044	57.30 mm	57.15 mm principal	0.09	Debt	Long	USA
UST NOTES 3.125% 08/31/2029	57.09 mm	59.60 mm principal	0.09	Debt	Long	USA
UST NOTES 1.25% 11/30/2026	56.88 mm	60.24 mm principal	0.09	Debt	Long	USA
FHLG 30YR 3% 06/01/2050#SD8068	55.98 mm	63.51 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 1.5% 11/01/2051#	55.77 mm	72.99 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 09/01/2053#FS5749	54.82 mm	53.46 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2376	54.80 mm	64.70 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 11/30/2027	54.73 mm	55.10 mm principal	0.09	Debt	Long	USA
GNII II 2.5% 05/20/2050#MA6655	54.72 mm	63.78 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 4% 06/30/2028	54.49 mm	54.70 mm principal	0.09	Debt	Long	USA
GNMA II 4.5% 11/20/2052#MA8427	54.37 mm	56.27 mm principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030	53.67 mm	59.51 mm principal	0.09	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 6.25% 05/15/2030	53.63 mm	48.58 mm principal	0.09	Debt	Long	USA
UST NOTES 2.625% 02/15/2029	53.50 mm	56.73 mm principal	0.09	Debt	Long	USA
GNII II 5% 12/01/2054 #TBA	53.46 mm	54.23 mm principal	0.09	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.875% 05/15/2043	53.25 mm	57.55 mm principal	0.09	Debt	Long	USA
FHLG 30YR 5.5% 04/01/2053#RA8883	53.01 mm	53.00 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 07/31/2028	52.95 mm	52.95 mm principal	0.09	Debt	Long	USA
FHLG 30YR 2.5% 12/01/2051#RA6496	52.94 mm	62.60 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	52.27 mm	50.89 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 05/01/2052#CB3579	51.71 mm	58.80 mm principal	0.08	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 11/30/2029	51.07 mm	51.60 mm principal	0.08	Debt	Long	USA
FHLG 30YR 5.5% 02/01/2053#QF7085	50.52 mm	50.47 mm principal	0.08	ABS-mortgage backed security	Long	USA
GNII II 3% 05/20/2052#MA8043	50.51 mm	56.92 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 09/01/2051#CB1549	50.33 mm	59.34 mm principal	0.08	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.875% 02/15/2043	50.26 mm	54.20 mm principal	0.08	Debt	Long	USA
FNMA 30YR 3.5% 06/01/2052#FS2258	49.87 mm	54.98 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 08/01/2049#MA3745	49.71 mm	54.22 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 12/01/2051#CB2347	49.54 mm	60.74 mm principal	0.08	ABS-mortgage backed security	Long	USA
UMBS 30YR 5.5% 12/01/2054 #TBA	48.81 mm	48.88 mm principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 15YR 1.5% 11/01/2036#QN8518	48.75 mm	55.77 mm principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 08/01/2050#	48.61 mm	57.56 mm principal	0.08	ABS-mortgage backed security	Long	USA